+1,135.3%
MPC vs QSR
+136.7%
+998.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.7% | +4.1% |
| 7D | +2.6% | -2.2% | +4.8% | +3.8% |
| 30D | -12.2% | +7.8% | -20.0% | -16.3% |
| 3M | +20.1% | +5.5% | +14.6% | +15.2% |
| 6M | +60.6% | -0.2% | +60.8% | +57.9% |
| YTD | +150.6% | +15.4% | +135.2% | +124.5% |
| 1Y | +104.7% | +15.3% | +89.3% | +82.9% |
| 3Y | +194.5% | +23.7% | +170.8% | +141.5% |
| 5Y | +582.3% | +60.4% | +521.9% | +351.1% |
| 10Y | +1,135.3% | +142.2% | +993.0% | +552.7% |
| All | +1,135.3% | +136.7% | +998.5% | +552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling